+3,800.0%
FIX vs HSY
+122.5%
+3,677.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.6% | +12.0% | +9.9% |
| 7D | -7.2% | +1.3% | -8.5% | -7.7% |
| 30D | -35.1% | +6.6% | -41.7% | -36.3% |
| 3M | -34.3% | -4.1% | -30.2% | -34.0% |
| 6M | -42.9% | -5.2% | -37.7% | -43.0% |
| YTD | +19.5% | -2.5% | +22.0% | +18.0% |
| 1Y | +16.8% | +4.7% | +12.0% | +12.9% |
| 3Y | +506.7% | +0.6% | +506.1% | +466.7% |
| 5Y | +1,046.7% | +11.7% | +1,035.0% | +894.0% |
| 10Y | +3,800.0% | +120.0% | +3,680.0% | +2,612.9% |
| All | +3,800.0% | +122.5% | +3,677.5% | +2,612.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling